emoen / Machine-Learning-for-Asset-ManagersLinks
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
☆577Updated 7 months ago
Alternatives and similar repositories for Machine-Learning-for-Asset-Managers
Users that are interested in Machine-Learning-for-Asset-Managers are comparing it to the libraries listed below
Sorting:
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆745Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆629Updated this week
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆482Updated last year
- ☆335Updated 2 years ago
- Top training materials in quantitative finance☆428Updated last week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆719Updated last week
- Sources codes for: Mastering Python for Finance, Second Edition☆428Updated 2 months ago
- Advances in Financial Machine Learning☆790Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆641Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆987Updated 2 years ago
- Quantitative Finance book☆718Updated 4 months ago
- Quantitative finance research tools in Python☆433Updated 2 years ago
- Resources for Quantitative Finance☆769Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆431Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆488Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆214Updated 4 years ago
- Recreate EP Chan algo trading book strategies☆411Updated 7 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆370Updated 7 years ago
- Portfolio optimization with deep learning.☆1,057Updated last year
- Quantitative Finance tools☆556Updated 2 years ago
- experiments with pair trading☆315Updated 9 months ago
- SABR model Python implementation☆528Updated 3 years ago
- Portfolio and risk analytics in Python☆527Updated last week
- Goldman Sachs - Quantitative Strategies Research Notes☆366Updated 5 years ago
- Backtest and live trading in Python☆620Updated last year
- GPU-accelerated Factors analysis library and Backtester☆737Updated 4 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆785Updated 3 months ago
- Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.☆364Updated last year
- A framework for quantitative finance In python.☆872Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆472Updated last week